Optimizing financial and physical assets with chance-constrained programming in the electrical industry

DOI10.1007/s11081-010-9113-3zbMath1218.90229OpenAlexW2021910146MaRDI QIDQ535690

Wim van Ackooij, Riadh Zorgati

Publication date: 13 May 2011

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-010-9113-3

zbMATH Keywords

hedgingchance-constrained programmingunit commitment

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Production models (90B30) Combinatorial optimization (90C27) Portfolio theory (91G10) One- and multidimensional scaling in the social and behavioral sciences (91C15)

Related Items (6)

Second order conic approximation for disassembly line design with joint probabilistic constraints ⋮ Large-scale unit commitment under uncertainty: an updated literature survey ⋮ On joint probabilistic constraints with Gaussian coefficient matrix ⋮ Bounds for probabilistic programming with application to a blend planning problem ⋮ Large-scale unit commitment under uncertainty ⋮ Joint chance constrained programming for hydro reservoir management

Cites Work

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• A robust approach to the chance-constrained knapsack problem
• Selected topics in robust convex optimization
• Successive linearization methods for large-scale nonlinear programming problems
• Chance-Constrained Programming
• Optimization of Convex Risk Functions
• Chance Constraints and Normal Deviates
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints

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